So, I will visit New York this Summer or Christmas, and I'm thinking of buying an Iphone 3GS... I know that they are locked but I know how to unlock one. I also know that the iphone can make calls all over the world (roaming), but could I insert a European SIM card and make calls to Europe (specificaly Greece)???

 

You could easily have answered this your self using the secret ninja tool called "google", but I'll do it this time.

http://www.apple.com/iphone/specs.html
^^ Under "Cellular and wireless" it says it supports:
UMTS/HSDPA (850, 1900, 2100 MHz)
GSM/EDGE (850, 900, 1800, 1900 MHz)

I google "gsm frequencies worldwide" and the first result is:
http://www.gsmworld.com/roaming/gsminfo/index.shtml

I scroll down and select "Greece" and I see that mobile operators in greece use:
GSM 900/1800
3G 2100
Which the iPhone supports....

To make a short story even shorter, the answer is yes.

 

if i remember us iphone are sim locked, so you cannot change sim ...
better if you ask more info